The Study of Model for Portfolio Investment Based on Ant Colony Algorithm
Ting Wang, Yang Xia · 2009
The risk and benefits are consider synthesizely in portfolio investment based on the Markowitz portfolio theory. A multi-objective programming model of portfolio investment is established and studied the model solution with the ant group algorithm, then obtained a better result compared to using the Lingo model. Unified the ant group algorithm and the modern computerpsilas formidable operational capability, making the investor to be more convenient in the actual operation.